The simulation and empirical application results of  the Bennett`s (2009)  can be replicated bu using the R file "IV test application and simulations RESTAT".
The data of the empircal application can be found in stata and matlab format:
Card IV data (stata)
Card (matlab)

We also provides the sub samples in matlabformat (Cardsub 1-4).

The matlab files replicate the simulation and the application results of the Chen and Szroeter (2012) test.
The main function  for appliying the test is chsztest for the application (use also this to apply the test to other datasets) and Sim for the simulation.

For further details contact Martin Huber for the R files and Giovanni Mellace for the Matlab files.
